Lecture Materials

Slides and notes are based on the Fall 2015 slides by Michael T. Heath

Chapter	Notes	Section	Slides	Video
Parallel Computing	chapter 1	1. Parallel Computing	slides	lec 1.1 lec 2.1 lec 2.2 lec 3.1
Parallel Thinking	chapter 2	2.1 Parallel Algorithm Design	slides	lec 3.2 lec 4.1
		2.2 Parallel Programming	slides	lec 4.2
		2.3 Parallel Performance	slides	lec 5 lec 6.1
Dense Linear Systems		3.1 Vector and Matrix Products	slides	lec 6.2 lec 7 lec 8.1
		3.2 LU Factorization	slides	lec 8.2 lec 9 lec 10.1
		3.3 Triangular Linear Systems	slides	lec 10.2
Sparse Linear Systems		4.1 Direct Methods	slides	lec 11 lec 12
		4.2 Tridiagonal and Banded Matrices	slides	lec 13.1
		4.3 Sparse Iterative Methods	slides	lec 13.2 lec 14 lec 15.1
Eigenvalue Problems		5.1 QR Factorization	slides	lec 15.2 lec 16.1
		5.2 Eigenvalue Computation	slides	lec 16.2 lec 17.1
Matrix Models		6.1 Fast Fourier Transform	slides	lec 17.2 lec 18
		6.2 Low Rank Approximation	slides	lec 19 lec 20
		6.3 Numerical Optimization	slides	lec 21
Differential Equations		7.1 Ordinary Differential Equations	slides	lec 22 (first 15 min)
		7.2 Partial Differential Equations	slides	lec 22 lec 23.1
		7.3 Particle Methods	slides	lec 23.2 lec 24
		7.4 Electronic Structure Calculations	slides	lec 25
		7.5 Tensor Analysis	slides	lec 26

Course Information

Brief Course Description: Numerical algorithms for parallel computers: parallel algorithms in numerical linear algebra (dense and sparse solvers for linear systems and the algebraic eigenvalue problem), numerical handling of ordinary and partial differential equations, and numerical optimization techniques.

Piazza

Homeworks and some course material will be released through on Piazza. sign-up for CS 554 on Piazza

Office Hours

3:00-4:00 pm Tuesdays and 1:30-2:30 pm Thursdays in SC 4229

Grading

30% project, 25% homework, 20% midterm, 20% final, 5% participation, may be subject to curve

Projects

Submit initial proposal by Oct 13, revisions may be requested and will be due Oct 20, poster presentations planned for final exam slot (Monday, Dec 18, 9-11 am), reports will be due at the end of the semester. Projects related to ongoing investigations or overlapping with other courses are encouraged, so long as they have some component related to this course.

Some student project posters are below

Thanks to everyone who volunteered to share their poster!

student project poster 1
student project poster 2
student project poster 3
student project poster 4
student project poster 5
student project poster 6

Exams

Midterm and final will be given in class, final is cumulative, but with focus on latter half of the material.

Homework

Homeworks will be due at 5 pm (email to solomon2@illinois.edu, with CS 554 or CSE 512 in title), can be submitted by 5 pm the next day with a 15% penalty or a week late with a 40% penalty

Group/Collaborative Work

Students are encouraged to work on homeworks and projects in small groups (2-4), those desiring to work in larger groups should confer with the instructor. All write-ups should be done independently with references to online materials where appropriate, university academic integrity guidelines apply.

Related/Previous Courses

The course will be similar to the previous versions of CS 554 / CSE 512 taught by Michael Heath, but the precise material covered and the analytical models will be different. Also see James Demmel's course for much web-material on parallel numerical algorithms.

Michael Heath: Parallel Numerical Algorithms, 2015
James Demmel: Applications of Parallel Computers, 2015 (other years available)

For more advanced web-material on the theory of parallel algorithms, also see the following courses.

Satish Rao: Foundations of Parallel and Distributed Systems, 2012
Pavel Tvrdik: Topics in Parallel Computing, 1999
Guy Blelloch: Parallel Algorithms, 2009
E. S.: Communication Cost Analysis of Algorithms, 2016

For further information on parallel programming, see course material for CS 420 and CS 484.